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| From | Richard Herron <richard.c.herron@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: How to add Q stats from -wntestq- to -esttab- table (hopefully with -estadd-) |
| Date | Sat, 17 Sep 2011 11:27:36 -0400 |
I am following the example for writing your own -estadd- subroutine that I found here: http://repec.org/bocode/e/estout/estadd.html#estadd007 Repec.org shares the associated .do file here: http://repec.org/bocode/e/estout/estadd007b.do On Fri, Sep 16, 2011 at 20:01, Stas Kolenikov <skolenik@gmail.com> wrote: > On Fri, Sep 16, 2011 at 2:51 PM, Richard Herron > <richard.c.herron@gmail.com> wrote: >> @Stas -- Thanks for the pointers! I used -estadd- because I wanted to >> quickly estimate the models and generate the table, although after >> each estimation I added several lines to find Q, which made it very >> clunky. >> >> I learned enough Stata programming to write my own -estadd- function to add Q. >> >> * ----- begin code ----- >> * my -estadd- function to calculate Box-Ljung Q >> capture program drop estadd_Q >> program estadd_Q, eclass >> tempname residuals >> predict `residuals', residuals >> wntestq `residuals' >> ereturn scalar Q = r(stat) >> end >> >> * get data >> webuse friedman2, clear >> generate ln_m1 = ln(m1) >> >> * make some models >> eststo clear >> eststo: quietly arima DS4.ln_m1, ar(1) ma(2) >> eststo: quietly arima DS4.ln_m1, ar(1) ma(1/2) >> eststo: quietly arima DS4.ln_m1, ar(1/2) ma(2) >> eststo: quietly arima DS4.ln_m1, ar(1/2) ma(1/2) >> estadd Q : * >> >> * and create tables with -esttab- >> esttab, stats(aic bic Q) noobslast nomtitles >> * ----- end code ----- >> >> It works! Any other suggestions? Thanks! > > I am not sure what you mean by "it works". The larger chunk of code > you provided does not actually use -estadd_Q-. More importantly, > -eclass- programming (commands that represent parameter estimation > routines) has a number of requirements that your program does not > satisfy. See [P] ereturn. (To put it informally, you are playing with > fire here :) ). > > -- > Stas Kolenikov, also found at http://stas.kolenikov.name > Small print: I use this email account for mailing lists only. > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/